Narrow search
Showing 1 - 9 of 9
Cover Image
Trading patterns, time deformation and stochastic volatility in foreign exchange markets
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann - 1996
Persistent link: https://www.econbiz.de/10000952887
Cover Image
Stochastic volatility duration models
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann - 1997
Persistent link: https://www.econbiz.de/10000980453
Cover Image
Indirect inference
Gouriéroux, Christian; Monfort, Alain; Renault, Eric - 1992 - Rev
Persistent link: https://www.econbiz.de/10000839360
Cover Image
Testing, encompassing and simulating dynamic econometric models
Gouriéroux, Christian; Monfort, Alain - 1992
Persistent link: https://www.econbiz.de/10000839361
Cover Image
Dynamic factor models
Gouriéroux, Christian; Jasiak, Joann - 1999
Persistent link: https://www.econbiz.de/10001380657
Cover Image
Indirect inference for stochastic differential equations
Gouriéroux, Christian; Monfort, Alain - 1994
Persistent link: https://www.econbiz.de/10000895472
Cover Image
Arbitrage-based pricing when volatility is stochastic
Bossaerts, Peter L.; Ghysels, Eric; Gouriéroux, Christian - 1996
Persistent link: https://www.econbiz.de/10000950450
Cover Image
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian; Jasiak, Joann; Sufana, Razvan - 2004
Persistent link: https://www.econbiz.de/10002597955
Cover Image
Covariance estimators and adjusted pseudo maximum likelihood method
Broze, Laurence - 1993
Persistent link: https://www.econbiz.de/10013452779